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@INPROCEEDINGS{DiNapoli:868383,
author = {Di Napoli, Edoardo},
title = {{F}iltering {S}ubspaces: {H}ow {P}arallelism and {HPC} gave
new life to an old eigenvalue solver method},
reportid = {FZJ-2019-06912},
year = {2019},
abstract = {Subspace Iteration (SI) is perhaps one of the earliest
iterative algorithmsused as a numerical eigensolver. After
an early success, SI methods were abandonedin favor of
iterative methods having a smaller footprint in terms of
FLOP count.In the last 15 years, subspace methods with
polynomial and rational filtering haveseen a resurgence. In
this talk I illustrate how the advent of HPC
middlewaretogether with advanced parallel computing
paradigms are at the base of the revivaland success of
modern SI methods.Arguably one of the earliest mentions of
SI in the scientific literature is thework by L. Bauer in
1957, where SI is applied to the solution of the
symmetricalgebraic eigenvalue problem. Several were the
attempts to further develop andgeneralize it in the 1960s
and 1970s. The first notable effort in this direction isthe
fundamental work of Rutishauser in a number of papers
spanning from 1969 to1970. Rutishauser builds on Bauer’s
Simultaneous Iteration method and introducesfor the first
time the concept of filtering through Chebyschev
polynomials. Startingfrom the mid 1970s, the development of
iterative eigensolvers for the Hermitianeigenvalue problem
took on a different direction due to the revival of the
Lanczosalgorithm and its variants. With respect to the
latter, SI methods generally requirea higher FLOP count to
reach convergence, and this made them, at the time, nolonger
competitive.Subspace iteration eigensolvers with polynomial
filtering saw a resurgence inpopularity starting in the
middle of the 2000s with their application to the
exteriorspectrum of Hamiltonian matrices emerging in
electronic structure theory. Soonafter, a different class of
SI methods based on rational filters started emerging andsaw
a rapid expansion and application to both Hermitian and
non-Hermitian eigen-problems. There are two main reasons for
the comeback: 1) the advent of highlyspecialized HPC
libraries (e.g. BLAS) which are able to make a distinction
betweenslow FLOPs and fast FLOPs in the current hierarchy of
caches, and 2) the ability to leverage the hierarchy of
nested parallelism that methods based on subspace iter-ation
can offer. In this talk I present a brief overview of how
these two factors havecontributed to the revival of SI,
illustrate recent developments in the field, and givean
outlook on the future of these methods and on how their use
could positivelyimpact scientific computing applications.},
month = {Oct},
date = {2019-10-28},
organization = {13th Workshop on Parallel Numerics,
Dubrovnik (Croatia), 28 Oct 2019 - 30
Oct 2019},
subtyp = {Plenary/Keynote},
cin = {JSC},
cid = {I:(DE-Juel1)JSC-20090406},
pnm = {511 - Computational Science and Mathematical Methods
(POF3-511) / Simulation and Data Laboratory Quantum
Materials (SDLQM) (SDLQM)},
pid = {G:(DE-HGF)POF3-511 / G:(DE-Juel1)SDLQM},
typ = {PUB:(DE-HGF)6},
url = {https://juser.fz-juelich.de/record/868383},
}